multiple city website seo

I have a Website having different page for different city.Ex: I have one page for kolkata city and I have one page for different city like mumbai bangalore etc.Now I would like to know If I go for link building and directory submission etc.Do I have to make link for each page ?
I would like to know LINK BUILDING STRATEGY for my buiseness website like above mentioned ??

You can add each link in different sites it will help you alot,,, because if you will try to add single link to all over the web then its going to be spaming. But in directory submission you just need to add your home page.

If your only concern is to have links from local directories and other citation sites for those pages, I think probably yes. But sometimes it will depend on the directory website that you are going to submit your link to if they will allow someone to have different links from 1 domain. But for sure, you can do it and there will be some sites that allow it.

For link building strategy, it will also depend on the nature of your site and your business. If that is an ecommerce site, it would be good to get links that are relevant to every category of your site. Jon Cooper of point blank seo made a good post about that. You might want to visit his blog.